SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 226.40 227.02 0.62 0.3% 220.65
High 226.96 228.34 1.38 0.6% 226.53
Low 225.76 227.00 1.24 0.5% 220.42
Close 226.25 227.76 1.51 0.7% 226.51
Range 1.20 1.34 0.14 11.7% 6.11
ATR 1.61 1.65 0.03 2.1% 0.00
Volume 102,016,096 110,477,400 8,461,304 8.3% 426,173,100
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 231.72 231.08 228.50
R3 230.38 229.74 228.13
R2 229.04 229.04 228.01
R1 228.40 228.40 227.88 228.72
PP 227.70 227.70 227.70 227.86
S1 227.06 227.06 227.64 227.38
S2 226.36 226.36 227.51
S3 225.02 225.72 227.39
S4 223.68 224.38 227.02
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 242.82 240.77 229.87
R3 236.71 234.66 228.19
R2 230.60 230.60 227.63
R1 228.55 228.55 227.07 229.58
PP 224.49 224.49 224.49 225.00
S1 222.44 222.44 225.95 223.47
S2 218.38 218.38 225.39
S3 212.27 216.33 224.83
S4 206.16 210.22 223.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 228.34 221.38 6.96 3.1% 1.69 0.7% 92% True False 102,190,299
10 228.34 219.15 9.19 4.0% 1.46 0.6% 94% True False 90,583,910
20 228.34 216.80 11.54 5.1% 1.25 0.6% 95% True False 79,997,749
40 228.34 208.38 19.96 8.8% 1.54 0.7% 97% True False 91,349,954
60 228.34 208.38 19.96 8.8% 1.58 0.7% 97% True False 90,383,259
80 228.34 208.38 19.96 8.8% 1.63 0.7% 97% True False 93,591,323
100 228.34 208.38 19.96 8.8% 1.55 0.7% 97% True False 87,694,851
120 228.34 198.65 29.69 13.0% 1.63 0.7% 98% True False 92,562,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 234.04
2.618 231.85
1.618 230.51
1.000 229.68
0.618 229.17
HIGH 228.34
0.618 227.83
0.500 227.67
0.382 227.51
LOW 227.00
0.618 226.17
1.000 225.66
1.618 224.83
2.618 223.49
4.250 221.31
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 227.73 227.46
PP 227.70 227.16
S1 227.67 226.86

These figures are updated between 7pm and 10pm EST after a trading day.

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